Grimmy has made multiple appearance on the show in the past and the host has referred to him as his travel agent, dance partner, and agent of massive foreshadowing. Because of Grimmy's job description there is speculation that his visit will mark the end in the life of Colbert's character as a "self-important right-wing commentator."

After ending its nine-year run as the host of the late night satirical show, Colbert, as himself, will succeed David Letterman on Late Night.

Actor Seth Rogen, rapper Kendrick Lamar and author Phil Klay preceded Grimmy as guests on the final season of the show. President Barack Obama also made an appearance last week, in which he posed as Dr. Stephen T. Colbert.

In a statement about the show's ending, Colbert said the last week was going to be memorable. "Our last week of shows are going to be really special, just like every other week," he said.

The Colbert Report its currently on its 10th season and airs on Comedy Central.